KRIS Risk Data and Analytics
Forecast default risk globally with precision. Our proprietary models deliver default probabilities across the full term structure for all public companies worldwide. Combined with credit rating forecasts, sector analytics and bond trading intelligence, you'll manage risk better and discover untapped market opportunities.
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Monitor default probabilities daily across multiple time horizons
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Get a global overview of contemporaneous credit conditions with the Troubled Company Index
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Identify outliers within credit rating categories
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Analyze sector and country credit risk trends
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Early warning case study: Silicon Valley Bank credit spreads vs. default probabilities
Key features
Time-tested, rigorous modeling approach
Complete transparency and robust backtesting ensure reliable, trustworthy results.
Extensive historical calibration
More than three decades of default data inform nuanced estimates of interactions and nonlinear effects.
Default term structure at the core
By estimating default probabilities as a primary component, the model delivers logically coherent and highly informative signals.
Daily updates & multiple signals
Probability of default, implied current ratings and projected future credit ratings provide timely insights for effective risk management and uncover new investment opportunities.
Chartis RiskTech100® 2025 Awards
SAS ranks #2 overall – with six category wins
Continuing its march up the world’s foremost ranking of the Top 100 risk management and compliance technology providers, SAS bested seven technology award categories, including AI for Banking, Balance Sheet Risk Management, Behavioural Modelling, Enterprise Stress Testing, IFRS 9, Model Risk Management, and Risk & Finance Integration.
